+145.0%
WFC vs CBOE
+368.5%
-223.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.2% | +1.6% |
| 7D | +0.4% | -5.8% | +6.2% | +2.1% |
| 30D | +1.5% | -3.1% | +4.7% | +2.2% |
| 3M | +10.2% | -4.8% | +15.0% | +10.8% |
| 6M | +18.8% | -0.6% | +19.4% | +16.0% |
| YTD | -1.5% | +12.8% | -14.3% | -8.4% |
| 1Y | +13.5% | +19.8% | -6.2% | +3.1% |
| 3Y | +135.0% | +86.9% | +48.0% | +70.8% |
| 5Y | +130.1% | +136.5% | -6.5% | +47.1% |
| All | +145.0% | +368.5% | -223.5% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling